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A multiset version of James's theorem

Journal of functional analysis, 2022-11, Vol.283 (9), p.109643, Article 109643

2022

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The fundamental theorem of asset pricing for unbounded stochastic processes

Mathematische annalen, 1998-10, Vol.312 (2), p.215-250

1998

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Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes

Electronic journal of probability, 2006-01, Vol.11 (none)

2006

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Coherent Measures of Risk

Mathematical finance, 1999-07, Vol.9 (3), p.203-228

1999

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Arbitrage possibilities in Bessel processes and their relations to local martingales

Probability theory and related fields, 1995-09, Vol.102 (3), p.357-366

1995

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Mod- Convergence

International mathematics research notices, 2014-03

2014

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Exponential Hedging and Entropic Penalties

Mathematical finance, 2002-04, Vol.12 (2), p.99-123

2002

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Convergence of discretized stochastic (interest rate) processes with stochastic drift term

Applied stochastic models and data analysis, 1998-03, Vol.14 (1), p.77-84

1998

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A general version of the fundamental theorem of asset pricing

Mathematische annalen, 1994-09, Vol.300 (1), p.463-520

1994

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Coherent and convex monetary risk measures for bounded càdlàg processes

Stochastic processes and their applications, 2004-07, Vol.112 (1), p.1-22

2004

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Long-term returns in stochastic interest rate models

Insurance, mathematics & economics, 1995-10, Vol.17 (2), p.163-169

1995

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The Mathematics of Arbitrage

1. Aufl., 2006

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Coherent and convex monetary risk measures for unbounded càdlàg processes

Finance and stochastics, 2005-07, Vol.9 (3), p.369-387

2005

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Classical risk theory in an economic environment

Insurance, mathematics & economics, 1987-04, Vol.6 (2), p.85-116

1987

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Estimation of the yield curve and the forward rate curve starting from a finite number of observations

Insurance, mathematics & economics, 1992-12, Vol.11 (4), p.259-269

1992

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A martingale approach to premium calculation principles in an arbitrage free market

Insurance, mathematics & economics, 1989-12, Vol.8 (4), p.269-277

1989

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Optimality and Risk: Modern Trends in Mathematical Finance ; The Kabanov Festschrift

1. Aufl., 2009

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A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length

Stochastic processes and their applications, 2004-12, Vol.114 (2), p.287-311

2004

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Remarks on the methodology introduced by Goovaerts et al

Insurance, mathematics & economics, 1992-12, Vol.11 (4), p.295-299

1992

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The Laplace transform of annuities certain with exponential time distribution

Insurance, mathematics & economics, 1992-12, Vol.11 (4), p.291-294

1992

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Coherent and convex monetary risk measures for unbounded càdlàg processes

Finance and stochastics, 2006-09, Vol.10 (3), p.427-448

2006

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PASSPORT OPTIONS

Mathematical finance, 2002-10, Vol.12 (4), p.299-328

2002

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A Simple Counterexample to Several Problems in the Theory of Asset Pricing

Mathematical finance, 1998-01, Vol.8 (1), p.1-11

1998

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Weakly compact operators on the disc algebra

Journal of algebra, 1977-01, Vol.45 (2), p.284-294

Delbaen, F

1977

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Optimal rules for the sequential selection of monotone subsequences of maximum expected length

Stochastic processes and their applications, 2001-12, Vol.96 (2), p.313-342

2001

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A multiset version of James's theorem

The fundamental theorem of asset pricing for unbounded stochastic processes

Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes

Coherent Measures of Risk

Arbitrage possibilities in Bessel processes and their relations to local martingales

Mod- Convergence

Exponential Hedging and Entropic Penalties

Convergence of discretized stochastic (interest rate) processes with stochastic drift term

A general version of the fundamental theorem of asset pricing

Coherent and convex monetary risk measures for bounded càdlàg processes

Long-term returns in stochastic interest rate models

The Mathematics of Arbitrage

Coherent and convex monetary risk measures for unbounded càdlàg processes

Classical risk theory in an economic environment

Estimation of the yield curve and the forward rate curve starting from a finite number of observations

A martingale approach to premium calculation principles in an arbitrage free market

Optimality and Risk: Modern Trends in Mathematical Finance ; The Kabanov Festschrift

A central limit theorem for the optimal selection process for monotone subsequences of maximum expected length

Remarks on the methodology introduced by Goovaerts et al

The Laplace transform of annuities certain with exponential time distribution

Coherent and convex monetary risk measures for unbounded càdlàg processes

PASSPORT OPTIONS

A Simple Counterexample to Several Problems in the Theory of Asset Pricing

Weakly compact operators on the disc algebra

Optimal rules for the sequential selection of monotone subsequences of maximum expected length

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